-41.3%
CORZ vs RVMD
+244.4%
-285.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.8% | -13.2% | -10.7% |
| 7D | -14.9% | +5.8% | -20.8% | -15.5% |
| 30D | -23.1% | -3.8% | -19.3% | -22.9% |
| 3M | -44.1% | +3.2% | -47.3% | -44.4% |
| 6M | -39.5% | +35.0% | -74.5% | -41.4% |
| YTD | -12.4% | +150.7% | -163.1% | -17.5% |
| 1Y | -41.3% | +241.0% | -282.3% | -52.1% |
| All | -41.3% | +244.4% | -285.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling